tigercontrol.models.time_series.AutoRegressor

class tigercontrol.models.time_series.AutoRegressor

Description: Implements the equivalent of an AR(p) model - predicts a linear combination of the previous p observed values in a time-series

__init__()

Initialize self. See help(type(self)) for accurate signature.

Methods

__init__()	Initialize self.
forecast(x[, timeline])	Description: Forecast values ‘timeline’ timesteps in the future :param x: Value at current time-step :type x: int/numpy.ndarray :param timeline: timeline for forecast :type timeline: int
help()	Description: Prints information about this class and its methods.
initialize([p, optimizer])	Description: Initializes autoregressive model parameters
predict(x)	Description: Predict next value given observation :param x: Observation :type x: int/numpy.ndarray
update(y)	Description: Updates parameters using the specified optimizer :param y: True value at current time-step :type y: int/numpy.ndarray

Attributes

compatibles
spec